I’m guessing that you must have a small list of options available then, and all relying on a large sized local storage.
I did try my DAP with 400 and 500 GB Micro SD cards a year or two ago, but it took forever to index the files whenever I changed them.
Do some devices have dual card storage?
But still I’m not sure that’s going to be enough for you.
Edit : I thought that you were looking for a DAP size device 
After the last several days if a DAP had existed with 3-4TBs I would have returned the WiFi drive and gone that route. They simply don’t exist. Also, I thought I could make a 2TB USB stick and OTG cable work but it was way too finicky…plus several thousand songs too small.
With the phone seeing the 4TB drive via self contained WiFi and Neutron player seeing the root music directory it does take a while to index the ~70,000 songs but the good news is that the player must have an internal DB because if I disconnect from WiFi and turn off the phone, then reconnect it all back up it still knows what music it previously had. I was worrying that it might have to re-index after every power down. I had some problems with PowerAmp and different USB drives and it saving old, missing music…but there is a way to clear it and start fresh.
After 1+ years with Roon it is amazing how it fixes poorly tagged/named music. The Neutron Player is all over the map…but I’m sure some of that is my fault. 4-5 years with Sonos and it was not bad…but the way roon successfully (most of the time) gets your artists/albums lumped together is quite amazing. I also appreciating how it (Roon) shows you the version of the same albums.
I understand some of the metadata issues as I jump between Roon at home and PlexAmp while in the office and while out. I have become more careful with editing the metadata before uploading to Roon and PlexAmp
It sounds like you have probably got the best setup you can at the moment and need to wait until something else comes along.
Yea with my flight tomorrow I think I’m best to just stick with what I’ve got and give it a go. I’m not sure why more players don’t do what I’m looking for since I know it is possible with at least one. I’ve seen post where people are asking for the functionality on PowerAmp. If not buit into the player I’m surprized I’m not having any luck with searches like “Android Mount Network as Storage”. If you are willing to browse strictly by directory structure it is a piece of cake.
It seems to me if you can see internal local storage, an SD card inserted or mount a USB stick with OTG cable the jump to WiFi share should not be that difficult…but I also get that the typical use case for lots of tunes is to stream them…not try and be your own personal, self contained radio station.
My standard def library is tipping the scales now at 69,772 files and 7,113 directories. A few .jpgs in there for album art…but a lot of songs. Not sure if I’ll try and tackle the HighRez library as maybe half of the 3.5TBs is duplicates of the standard…still there are a lot of unique titles.
For the future you might be able to look at something like this, as it’s basically a mini pc that you will be able to install windows or use Linux which means you should be able to use usb drives.
I don’t think this will work as it needs a network server to connect to and I guess your drive does not have that function, may be worth asking on the forum.
Phil Valve have already said users will be able to install Windows on these devices thereby putting you in control.
Still not sure about USB drives that big, but it should tick a few boxes
Not for me, but might work for the poster, if it ever sees the light of day
On second reading Phil, you might not have meant what I thought.
You may want to look at a Chord Mojo/Poly combo
Chord claim “unlimited” capacity SD cards are supported.
You can control it with your android phone while out and about
Additionally it will work with Roon when you’re home
Excellent audio quality and it will play just about any audio format.
You appear to be taking the winding road to achieve everything a DAP, a microSD and an ootional a streaming service would give you.
Do you really need your entire music collection with you? Is your long flight to Mars or something?
I use a Shanling M3X android DAP with just a 512GB card and have plenty of space for FLAC rips, Qobuz downloads and Spotify downloads. Get 10 hours out the battery pushing the balanced output and it fits in my pants pocket. Zero complaints.
I user JRiver Media Center 27 for exactly this purpose.
It comes with a server app (I’m running it on Windows 10 on a NUC, not sure about other OS’es) for your library and a mobile app called Gizmo which allows you to connect to your library wherever you have an internet connection and stream it to your phone. I’ve used it when travelling abroad many times and it just works. It’s a one-off purchase (unless you want to upgrade it every year) and reasonably priced.